+117.1%
DDOG vs GIS
-37.5%
+154.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.3% |
| 7D | +3.9% | -6.4% | +10.3% | +1.9% |
| 30D | -8.2% | -6.1% | -2.1% | -9.7% |
| 3M | -5.6% | +7.8% | -13.4% | -2.4% |
| 6M | +73.5% | -8.8% | +82.3% | +67.8% |
| YTD | +62.7% | -19.1% | +81.8% | +51.1% |
| 1Y | +59.0% | -24.8% | +83.7% | +44.2% |
| 3Y | +117.1% | -37.6% | +154.7% | +87.6% |
| All | +117.1% | -37.5% | +154.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling